NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.069 |
3.096 |
0.027 |
0.9% |
3.054 |
| High |
3.142 |
3.145 |
0.003 |
0.1% |
3.156 |
| Low |
2.986 |
3.080 |
0.094 |
3.1% |
2.986 |
| Close |
3.112 |
3.113 |
0.001 |
0.0% |
3.113 |
| Range |
0.156 |
0.065 |
-0.091 |
-58.3% |
0.170 |
| ATR |
0.122 |
0.118 |
-0.004 |
-3.3% |
0.000 |
| Volume |
25,195 |
36,238 |
11,043 |
43.8% |
160,808 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.308 |
3.275 |
3.149 |
|
| R3 |
3.243 |
3.210 |
3.131 |
|
| R2 |
3.178 |
3.178 |
3.125 |
|
| R1 |
3.145 |
3.145 |
3.119 |
3.162 |
| PP |
3.113 |
3.113 |
3.113 |
3.121 |
| S1 |
3.080 |
3.080 |
3.107 |
3.097 |
| S2 |
3.048 |
3.048 |
3.101 |
|
| S3 |
2.983 |
3.015 |
3.095 |
|
| S4 |
2.918 |
2.950 |
3.077 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.524 |
3.207 |
|
| R3 |
3.425 |
3.354 |
3.160 |
|
| R2 |
3.255 |
3.255 |
3.144 |
|
| R1 |
3.184 |
3.184 |
3.129 |
3.220 |
| PP |
3.085 |
3.085 |
3.085 |
3.103 |
| S1 |
3.014 |
3.014 |
3.097 |
3.050 |
| S2 |
2.915 |
2.915 |
3.082 |
|
| S3 |
2.745 |
2.844 |
3.066 |
|
| S4 |
2.575 |
2.674 |
3.020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.156 |
2.986 |
0.170 |
5.5% |
0.111 |
3.6% |
75% |
False |
False |
32,161 |
| 10 |
3.321 |
2.986 |
0.335 |
10.8% |
0.119 |
3.8% |
38% |
False |
False |
29,663 |
| 20 |
3.321 |
2.862 |
0.459 |
14.7% |
0.121 |
3.9% |
55% |
False |
False |
26,888 |
| 40 |
3.321 |
2.650 |
0.671 |
21.6% |
0.112 |
3.6% |
69% |
False |
False |
22,413 |
| 60 |
3.321 |
2.566 |
0.755 |
24.3% |
0.103 |
3.3% |
72% |
False |
False |
19,539 |
| 80 |
3.321 |
2.566 |
0.755 |
24.3% |
0.091 |
2.9% |
72% |
False |
False |
16,540 |
| 100 |
3.361 |
2.566 |
0.795 |
25.5% |
0.089 |
2.9% |
69% |
False |
False |
14,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.421 |
|
2.618 |
3.315 |
|
1.618 |
3.250 |
|
1.000 |
3.210 |
|
0.618 |
3.185 |
|
HIGH |
3.145 |
|
0.618 |
3.120 |
|
0.500 |
3.113 |
|
0.382 |
3.105 |
|
LOW |
3.080 |
|
0.618 |
3.040 |
|
1.000 |
3.015 |
|
1.618 |
2.975 |
|
2.618 |
2.910 |
|
4.250 |
2.804 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.113 |
3.097 |
| PP |
3.113 |
3.081 |
| S1 |
3.113 |
3.066 |
|